

def FactorParams():

    # ToWeekly 日度转换为周度
    # InputDiff 原始数据需要差分
    # OutputDiff 结果数据需要差分
    # WeeklySum 周度累加
    # WeeklyAvg 周度平均
    # WeeklyAvgAggr 平均后再外推累加

    factorParams = {}

    # ---MoneyFlow 资金流入流出---
    # 股票通，外资 Stock Connect
    factorParams["Northbound_NetBuy_Aggr"] = {"Period": "Daily", "Type": "Aggr", "WeeklyMethod": "WeeklySum"}
    factorParams["Northbound_Amt_Pct"] = {"Period": "Daily", "Type": "Diff", "AggrMethod":"MovAvg", "WeeklyMethod": "WeeklyAvg"}
    factorParams["Northbound_Cap_Pct"] = {"Period": "Daily", "Type": "Aggr", "WeeklyMethod": "WeeklyAvg"}

    # 公募基金
    factorParams["MF_HoldingLevel_Equity"] = {"Period": "Daily", "Type": "Aggr", "WeeklyMethod": "WeeklyAvg"}# 普通股票型公募基金仓位
    factorParams["MF_HoldingLevel_Mix"] = {"Period": "Daily", "Type": "Aggr", "WeeklyMethod": "WeeklyAvg"}# 灵活配置型公募基金仓位
    factorParams["MF_New"] = {"Period": "Monthly", "Type": "Diff"}# 股混基金新成立只数
    factorParams["MF_NewAmt"] = {"Period": "Monthly", "Type": "Diff"}# 股混基金新成立金额

    # 个人投资者
    factorParams["IndividualInvestor_New_Monthly"] = {"Period": "Monthly", "Type": "Diff"}

    # 私募基金
    factorParams["HF_New"] = {"Period": "Monthly", "Type": "Diff"}
    factorParams["HF_NewAmt"] = {"Period": "Monthly", "Type": "Diff"}

    # 股权融资, IPO，增发，再融资
    factorParams["IPO_Amt_Fore"] = {"Period": "Daily", "Type": "Diff", "AggrMethod": "MovAvg", "WeeklyMethod": "WeeklySum"}


    # 限售股解禁
    factorParams["UnRestrict_Amount"] = {"Period": "Daily", "Type": "Diff", "AggrMethod": "MovAvg", "WeeklyMethod": "WeeklySum"}

    # 并购重组过会

    # 交易费用

    # ---Market Sentiment 市场情绪---
    # 大宗交易 Block Trade
    factorParams["BlockTrade_Discount"] = {"Period": "Daily", "Type": "Diff", "AggrMethod": "MovAvg", "WeeklyMethod": "WeeklyAvg"}
    factorParams["BlockTrade_Amt"] = {"Period": "Daily", "Type": "Diff", "AggrMethod": "MovAvg", "WeeklyMethod": "WeeklySum"}

    # 大股东增减持
    factorParams["ShareHoldingChg_MajorHolder"] = {"Period": "Daily", "Type": "Diff", "AggrMethod": "MovAvg", "WeeklyMethod": "WeeklySum"}
    factorParams["ShareHoldingChg_Misc"] = {"Period": "Daily", "Type": "Diff", "AggrMethod": "MovAvg", "WeeklyMethod": "WeeklySum"}

    # 两融资金
    factorParams["FinancCredit_FinBalance"] = {"Period": "Daily", "Type": "Aggr", "WeeklyMethod": "WeeklySum"}
    factorParams["FinancCredit_Amt_Pct"] = {"Period": "Daily", "Type": "Aggr", "WeeklyMethod": "WeeklyAvg"}
    factorParams["FinancCredit_New_Monthly"] = {"Period": "Monthly", "Type": "Diff"}


    # 市场CBOE波动率，换手率，成交额

    # 折价率

    # 大小盘风格

    # 股指期货

    # ---Money Market 资金市场---
    # Currency 货币投放


    # ---Mix 问卷调查---


    return factorParams